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Instrumental variables estimation of stationary and nonstationary cointegrating regressions

P. M. Robinson

Publication Data

Title Instrumental variables estimation of stationary and nonstationary cointegrating regressions
Author P. M. Robinson
Contributors M. Gerolimetto, Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher London School of Economics
Publication date 2006
Publication location London
Language English

Descriptive Notes

Title from PDf title screen (viewed on 12 June, 2006)

Topics

Cointegration

Catalogue Data

OBNB ID GBA653774
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 515.43

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Instrumental variables estimation of stationary and nonstationary cointegrating regressions by P. M. Robinson. Published by London School of Economics in 2006. Publication and catalogue information, links to buy online and reader comments.